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Re: st: score test for the parallel regression assumption
From
[email protected] (Brendan Halpin)
To
[email protected]
Subject
Re: st: score test for the parallel regression assumption
Date
Tue, 22 May 2012 16:45:14 +0100
On Tue, May 22 2012, Thomas VanHeuvelen wrote:
> Does anyone know of a way to perform a score test for the parallel
> regression assumption after running an ordered logistic regression command
> (e.g. ologit or gologit2)? More specifically, is anyone aware of a
> program/procedure in Stata that can reproduce the score test given by
> SAS's -proc logistic- command?
I don't know what the score test is, but does the Brant test do what
you want? It's part of Long & Freese's -spostado- (-findit spostado- to
get the details).
Example:
. xi: ologit ropfamr i.rsex rage
i.rsex _Irsex_1-2 (naturally coded; _Irsex_1 omitted)
Iteration 0: log likelihood = -18924.158
Iteration 1: log likelihood = -17818.231
Iteration 2: log likelihood = -17802.121
Iteration 3: log likelihood = -17802.088
Iteration 4: log likelihood = -17802.088
Ordered logistic regression Number of obs = 12725
LR chi2(2) = 2244.14
Prob > chi2 = 0.0000
Log likelihood = -17802.088 Pseudo R2 = 0.0593
------------------------------------------------------------------------------
ropfamr | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
_Irsex_2 | .8339045 .033062 25.22 0.000 .7691041 .8987048
rage | -.0371618 .0009172 -40.51 0.000 -.0389595 -.035364
-------------+----------------------------------------------------------------
/cut1 | -3.833869 .0597563 -3.950989 -3.716749
/cut2 | -2.913506 .0547271 -3.02077 -2.806243
/cut3 | -1.132863 .0488522 -1.228612 -1.037115
/cut4 | .3371151 .0482232 .2425994 .4316307
------------------------------------------------------------------------------
. brant, detail
Estimated coefficients from j-1 binary regressions
y>1 y>2 y>3 y>4
_Irsex_2 1.0198492 .91316651 .76176797 .8150246
rage -.02716537 -.03064454 -.03652048 -.04571137
_cons 3.2067856 2.5225826 1.1214759 -.00985108
Brant Test of Parallel Regression Assumption
Variable | chi2 p>chi2 df
-------------+--------------------------
All | 101.13 0.000 6
-------------+--------------------------
_Irsex_2 | 15.88 0.001 3
rage | 81.07 0.000 3
----------------------------------------
A significant test statistic provides evidence that the parallel
regression assumption has been violated.
Regards,
Brendan
--
Brendan Halpin, Department of Sociology, University of Limerick, Ireland
Tel: w +353-61-213147 f +353-61-202569 h +353-61-338562; Room F1-009 x 3147
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